Quantitative Developer
evolve groupMillbrae (CA)
About the role
Job Opportunity: Quantitative Developer Location: San Francisco, 5 days a week in the office Seniority: Junior Type: Full-Time We're seeking a Quantitative Developer with expertise in portfolio construction, risk management, and hedging to join our expanding team. This is a mid-frequency role requiring practical experience and a deep understanding of portfolio optimisation.
Responsibilities:
Develop and improve portfolio construction models focusing on risk, optimisation, and implementation Lead hedging strategies and establish robust risk frameworks Collaborate with PMs and developers to transition research into production Contribute to strategy allocation, factor exposures, and performance attributionQualifications:1-4 years of relevant experience, preferably in buy-side or large asset management firms Experience with equities is a plus Strong understanding of portfolio construction techniques and mid-frequency signals Practical experience with risk models, optimisation, and hedging tools Ability to navigate real-world constraints such as turnover, execution, and capacity Ability to work independently Excellent communication and stakeholder engagement skillsIf you thrive in a collaborative environment with impactful ideas, we'd love to hear from you.
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
It's what we read first. Occupations, seniority and locations matter more than a long history.
Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.
More like this